I've noticed that there's a substantial delay between subsequent order placement instructions (up to several seconds). The following is from MT log. If I understand it correctly every odd line indicates an instruction received from Zorro and every even line indicates response from the broker. The first weird thing is that the first instruction was received almost 3 seconds after 10:00:00. After that the response from the broker usually takes around 200-300 ms. But the interval between different orders can be several seconds. With all the assets I'm trading this means that the last order can be up to 20 seconds delayed. I checked the resource monitor during the order placement and the CPU or memory capacity shouldn't be the culprit. The strategy contains only an asset loop and algo loop (with 2 different algos) and there are no complicated computations. It's the new Zorro / bridge version so the cumulative delay bug from previous version should be fixed. Does anyone else experience the same? Is it possible to decrease the delay somehow?

Not that I know. When several trades are opened at the same time, Zorro opens the first one and then waits for confirmation. Depending on broker and market, this can in extreme cases take up to 2 minutes. Only after the confirmation is received, Zorro opens the next trade. So the trades are not opened in a single batch, but one after the other. This is necessary since the MT4 client is unresponsive between calling and returning from the OpenOrder function. Sending all trades at the same time would not work.

OK, I get it that the execution has to be sequential. But it seems that the delay between the confirmation and the next trade is quite big. Isn't that something that could be caused by Zorro or the MT4 bridge? Or do I understand the logs it in a wrong way? For example these two lines:


Isn't the first one the confirmation that the first trade was closed and the second one indicating that Zorro is trying to place another order? Why is there almost 2 second delay?

The first message is printed after the close order was sent by Zorro and before the confirmation was sent back. The second message is printed after the confirmation was sent. The time inbetween is beyond Zorro's control except for the 50 ms bridge cycle time, which you can set up in the Zorro EA.

ok, thank you for the clarification!